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~isPartOf:"Econometric Theory"
~isPartOf:"Econometric theory"
~language:"und"
~person:"Paruolo, Paolo"
~person:"Phillips, P.C.B."
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Paruolo, Paolo
Phillips, P.C.B.
Phillips, Peter C.B.
141
Baltagi, Badi H.
81
Neudecker, Heinz
71
Farebrother, R.W.
62
Linton, Oliver
49
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38
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36
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36
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33
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31
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28
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26
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Xiao, Zhijie
25
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24
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22
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21
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19
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18
Harris, David
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18
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17
Horváth, Lajos
17
Leybourne, Stephen J.
17
Knight, John L.
16
Ling, Shiqing
16
Newey, Whitney K.
16
Phillips, Peter C. B.
16
Smith, Richard J.
16
Anatolyev, Stanislav
15
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15
Lee, Lung-fei
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Econometric Theory
Econometric theory
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1
THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007
Hall, V.B.
;
Phillips, P.C.B.
- In:
Econometric Theory
24
(
2008
)
05
,
pp. 1461-1462
Persistent link: https://www.econbiz.de/10005411875
Saved in:
2
THE A.R. BERGSTROM PRIZE IN ECONOMETRICS: 2007
Hall, V.B.
;
Phillips, P.C.B.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1461
Persistent link: https://www.econbiz.de/10008088965
Saved in:
3
TESTING FOR LONG MEMORY
Harris, David
;
Mccabe, Brendan
;
Leybourne, Stephen
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
Saved in:
4
EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
Ibragimov, Rustam
;
An, M.Y.
;
Andrews, D.W.K.
;
Andrews, …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10007770856
Saved in:
5
FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong
;
Bao, Y.
;
Ullah, A.
;
Box, G.E.P.
;
Jenkins, G.M.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 767
Persistent link: https://www.econbiz.de/10007732412
Saved in:
6
THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
Marsh, Patrick
;
Abadir, K.M.
;
Bunzel, H.
;
Vogelsang, T.J.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10007732416
Saved in:
7
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun
;
Perron, Pierre
;
Ahn, S.K.
;
Reinsel, G.C.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
Saved in:
8
DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
Han, Chirok
;
Galbraith, R.F.
;
Galbraith, J.I.
;
Grenander, U.
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1248-1253
Persistent link: https://www.econbiz.de/10007869209
Saved in:
9
LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B.
;
Kim, Chang Sik
;
Bleistein, N.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10007869210
Saved in:
10
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.
;
Perron, B.
;
Phillips, P.C.B.
- In:
Econometric Theory
22
(
2006
)
06
,
pp. 1179-1190
Persistent link: https://www.econbiz.de/10005411737
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